Question about Mail app

Hey all,
I just recently bought my first Macbook a few days ago and I have a question regarding how the Mail app stores attachments to incoming emails. I noticed that in finder, in the folders "All Images" and "All Documents," it stores all the attachments I receive onto the computer hard drive, most of which I don't want to keep permanently. I looked all through the menus and preferences in Mail and couldn't find any option to not save attachments. Can anyone help me out here?
Thank you!